+210.8%
MGY vs QID
-98.7%
+309.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.9% | +1.5% |
| 7D | +1.5% | -1.9% | +3.4% | +0.9% |
| 30D | +6.8% | +1.7% | +5.1% | +7.4% |
| 3M | +2.6% | -3.9% | +6.5% | +1.5% |
| 6M | -3.1% | -30.0% | +26.9% | -13.7% |
| YTD | +29.4% | -28.2% | +57.6% | +16.5% |
| 1Y | +22.3% | -35.6% | +58.0% | +6.7% |
| 3Y | +26.6% | -74.3% | +100.8% | -13.2% |
| 5Y | +92.1% | -80.8% | +172.9% | +34.6% |
| All | +210.8% | -98.7% | +309.5% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling